Your backtest assumes you trade alone. Chronoscope fills the market back in.
Traditional backtests replay historical prices as if your orders never moved them. Chronoscope runs your strategy against AI agents trained to behave like real market participants, so the market reacts to you the way it would live.
Why backtests lie
A historical price series is a recording. It can't respond. When you replay it, your buy order fills at the recorded price no matter how large it is, and nobody adjusts their quotes because you showed up.
Real markets aren't like that. Other participants see your orders, widen spreads, step ahead of you, or pull liquidity. That gap is why strategies that look great on paper bleed money in production.
How it works
Learn from real order flow
We train agents on historical market data to act like the people who actually trade: market makers, momentum chasers, arbitrageurs, long-term holders.
Drop your strategy in
Your strategy trades in a simulated market populated by those agents. Every order you send is something they can see and respond to.
See what really happens
Spreads widen when you're aggressive. Liquidity thins when you're predictable. You get fills, slippage and P&L that account for the market noticing you.
Who it's for
Independent traders
Find out whether your edge survives contact with other traders before you put real money behind it.
Small funds and prop shops
Estimate market impact and stress-test execution without a quant research team or a live capital budget for experiments.
Researchers
Study how strategies and participants interact in a market you can rerun, pause and change.
Get early access
We're working with a small group of early users. Leave your email and we'll reach out when a spot opens.